CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 01-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2016 |
01-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1098 |
1.1206 |
0.0108 |
1.0% |
1.0996 |
| High |
1.1219 |
1.1206 |
-0.0013 |
-0.1% |
1.1219 |
| Low |
1.1093 |
1.1177 |
0.0084 |
0.8% |
1.0976 |
| Close |
1.1202 |
1.1191 |
-0.0011 |
-0.1% |
1.1202 |
| Range |
0.0126 |
0.0029 |
-0.0097 |
-77.0% |
0.0243 |
| ATR |
0.0093 |
0.0088 |
-0.0005 |
-4.9% |
0.0000 |
| Volume |
192,318 |
99,659 |
-92,659 |
-48.2% |
677,000 |
|
| Daily Pivots for day following 01-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1278 |
1.1264 |
1.1207 |
|
| R3 |
1.1249 |
1.1235 |
1.1199 |
|
| R2 |
1.1220 |
1.1220 |
1.1196 |
|
| R1 |
1.1206 |
1.1206 |
1.1194 |
1.1199 |
| PP |
1.1191 |
1.1191 |
1.1191 |
1.1188 |
| S1 |
1.1177 |
1.1177 |
1.1188 |
1.1170 |
| S2 |
1.1162 |
1.1162 |
1.1186 |
|
| S3 |
1.1133 |
1.1148 |
1.1183 |
|
| S4 |
1.1104 |
1.1119 |
1.1175 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1861 |
1.1774 |
1.1335 |
|
| R3 |
1.1618 |
1.1531 |
1.1268 |
|
| R2 |
1.1375 |
1.1375 |
1.1246 |
|
| R1 |
1.1288 |
1.1288 |
1.1224 |
1.1332 |
| PP |
1.1132 |
1.1132 |
1.1132 |
1.1154 |
| S1 |
1.1045 |
1.1045 |
1.1179 |
1.1089 |
| S2 |
1.0889 |
1.0889 |
1.1157 |
|
| S3 |
1.0646 |
1.0802 |
1.1135 |
|
| S4 |
1.0403 |
1.0559 |
1.1068 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1219 |
1.0984 |
0.0235 |
2.1% |
0.0076 |
0.7% |
88% |
False |
False |
137,920 |
| 10 |
1.1219 |
1.0976 |
0.0243 |
2.2% |
0.0073 |
0.6% |
88% |
False |
False |
134,442 |
| 20 |
1.1219 |
1.0976 |
0.0243 |
2.2% |
0.0079 |
0.7% |
88% |
False |
False |
134,631 |
| 40 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0097 |
0.9% |
48% |
False |
False |
153,018 |
| 60 |
1.1534 |
1.0947 |
0.0587 |
5.2% |
0.0089 |
0.8% |
42% |
False |
False |
103,175 |
| 80 |
1.1665 |
1.0947 |
0.0718 |
6.4% |
0.0087 |
0.8% |
34% |
False |
False |
77,491 |
| 100 |
1.1665 |
1.0898 |
0.0767 |
6.9% |
0.0089 |
0.8% |
38% |
False |
False |
62,056 |
| 120 |
1.1665 |
1.0898 |
0.0767 |
6.9% |
0.0085 |
0.8% |
38% |
False |
False |
51,728 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1329 |
|
2.618 |
1.1282 |
|
1.618 |
1.1253 |
|
1.000 |
1.1235 |
|
0.618 |
1.1224 |
|
HIGH |
1.1206 |
|
0.618 |
1.1195 |
|
0.500 |
1.1192 |
|
0.382 |
1.1188 |
|
LOW |
1.1177 |
|
0.618 |
1.1159 |
|
1.000 |
1.1148 |
|
1.618 |
1.1130 |
|
2.618 |
1.1101 |
|
4.250 |
1.1054 |
|
|
| Fisher Pivots for day following 01-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1192 |
1.1176 |
| PP |
1.1191 |
1.1162 |
| S1 |
1.1191 |
1.1147 |
|